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oriafang · 2022年10月16日

没有太明白题目答案的解释

  1. CFA I
  2. Portfolio

NO.PZ2018101901000065

问题如下：

At the beginning of Year 1, a fund has $1 million under management; it earns a return of 8% for the year. The fund attracts another $10 million at the start of Year 2 and earns a return of 15% for that year. The money-weighted rate of return is most likely:

选项：

A.

less than the time-weighted rate of return.

B.

the same as the time-weighted rate of return.

C.

greater than the time-weighted rate of return.

解释：

解析：这道题考察的是MWRR的结果贴近于权重大的那一期的回报率。而TWRR是近似于中间值的。用这种方法就可以进行快速比较。

可以麻烦解释一下具体思路吗


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1 个答案

Kiko_品职助教 · 2022年10月18日

嗨，努力学习的PZer你好：


这个何老师上课有重点讲哦，相对于TWRR，如果MWRR在收益率较高的那一期追加了投资，那么MWRR就会大于TWRR。就相当于给了更高收益率一个更高的权重。

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NO.PZ2018101901000065问题如下 the beginning of Ye1, a funh$1 million unr management; it earns a return of 8% for the year. The funattracts another $10 million the start of Ye2 anearns a return of 15% for thyear. The money-weighterate of return is most likely: A.less ththe time-weighterate of return.B.the same the time-weighterate of return.C.greater ththe time-weighterate of return. 解析这道题考察的是MWRR的结果贴近于权重大的那一期的回报率。而TWRR是近似于中间值的。用这种方法就可以进行快速比较。 请问老师 这个题目的IRR怎么按计算器？

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NO.PZ2018101901000065 问题如下 the beginning of Ye1, a funh$1 million unr management; it earns a return of 8% for the year. The funattracts another $10 million the start of Ye2 anearns a return of 15% for thyear. The money-weighterate of return is most likely: A.less ththe time-weighterate of return. B.the same the time-weighterate of return. C.greater ththe time-weighterate of return. 解析这道题考察的是MWRR的结果贴近于权重大的那一期的回报率。而TWRR是近似于中间值的。用这种方法就可以进行快速比较。 如果通过计算呢？可否写一下计算的过程？谢谢。

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NO.PZ2018101901000065 问题如下 the beginning of Ye1, a funh$1 million unr management; it earns a return of 8% for the year. The funattracts another $10 million the start of Ye2 anearns a return of 15% for thyear. The money-weighterate of return is most likely: A.less ththe time-weighterate of return. B.the same the time-weighterate of return. C.greater ththe time-weighterate of return. 解析这道题考察的是MWRR的结果贴近于权重大的那一期的回报率。而TWRR是近似于中间值的。用这种方法就可以进行快速比较。 rt老师麻烦详细下，谢谢！

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